Pages that link to "Item:Q4993887"

The following pages link to COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS (Q4993887):

Displaying 14 items.

• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• Periodic autoregressive conditional duration (Q5030949) (← links)
• Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
• Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
• A new GJR‐GARCH model for ℤ‐valued time series (Q5095294) (← links)
• A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)
• Forecasting transaction counts with integer-valued GARCH models (Q6039098) (← links)
• Autoregressive and moving average models for zero‐inflated count time series (Q6089375) (← links)
• Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models (Q6090562) (← links)
• A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
• Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354) (← links)
• A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
• On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)
• A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application (Q6179146) (← links)